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Jilin Zixin Pharmaceutical Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 15, 2023 at 01:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jilin Zixin Pharmaceutical Industrial Co Ltd S0GARCH
paramt-stat
ω0.78984.01
α0.12567.32
β0.732517.45
γ1-0.8128-2.93
γ21.26353.30
γ3-0.8573-3.62
γ40.94253.92
γ5-1.2740-5.77
γ61.52017.68
γ7-1.2513-5.71
γ80.55862.52
γ9-0.0554-0.34
Estimation Period:
Mar 2, 2007 to Jun 9, 2023
Impact of return on volatility tomorrow
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